+459.5%
JPM vs B
+218.7%
+240.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +3.0% | 0.0% |
| 7D | +1.6% | -6.2% | +7.8% | +1.9% |
| 30D | +3.4% | -6.6% | +10.1% | +3.7% |
| 3M | -5.7% | -7.9% | +2.2% | -5.4% |
| 6M | +13.5% | -16.8% | +30.3% | +14.1% |
| YTD | +8.4% | -11.7% | +20.1% | +8.5% |
| 1Y | +9.1% | +3.5% | +5.6% | +8.5% |
| 3Y | +149.5% | +165.7% | -16.2% | +140.9% |
| 5Y | +132.6% | +108.4% | +24.2% | +123.4% |
| All | +459.5% | +218.7% | +240.8% | +460.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded B wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling